+51.1%
NEM vs MMM
+22.1%
+29.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.5% | +0.4% | +5.0% |
| 7D | +3.7% | +12.2% | -8.6% | -2.0% |
| 30D | +2.0% | +18.8% | -16.9% | -6.2% |
| 3M | +21.1% | +7.4% | +13.7% | +17.0% |
| 6M | +9.5% | +38.3% | -28.8% | -8.1% |
| YTD | +19.1% | +22.9% | -3.8% | +1.4% |
| 1Y | +51.1% | +23.0% | +28.1% | +24.1% |
| All | +51.1% | +22.1% | +29.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling